| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 31.3% | 61.16% |
| Max Drawdown | -25.17% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.57 | 0.98 |
| Outlier Win Ratio | 27.02 | 3.43 |
| Outlier Loss Ratio | 3.43 | 3.34 |
| Volatility (ann.) | 12.59% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.21 | 2.0 |
| Skew | 0.86 | 0.21 |
| Kurtosis | 66.9 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.12% | 3.74% |
| Expected Yearly % | 14.59% | 26.95% |
| Kelly Criterion | 8.97% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11395610:BTCUSD | 11395610:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.12 | 0.27 | - |
| 2025 | 16.76 | 19.24 | 1.15 | + |
| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.83% | 31.46% |
| 6M | 19.24% | 12.77% |
| YTD | 19.24% | 16.76% |
| 1Y | 35.6% | 56.84% |
| 3Y (ann.) | 30.35% | 59.12% |
| 5Y (ann.) | 30.35% | 59.12% |
| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| Max Drawdown | -25.17% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-11 | -25.17 | 158 |
| 2025-02-06 | 2025-04-12 | -10.54 | 65 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-04-15 | 2025-05-06 | -2.59 | 21 |
| 2025-05-09 | 2025-05-18 | -2.06 | 9 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2025-02-05 | 2025-02-06 | -1.74 | 1 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.13% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 21.26% | 37.42% |
| Worst Month | -14.31% | -17.69% |
| Best Year | 19.24% | 38.02% |
| Worst Year | 10.12% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.88% | -0.94% |
| Avg. Up Week | 5.5% | 7.25% |
| Avg. Down Week | -3.53% | -4.57% |
| Avg. Up Month | 9.03% | 15.1% |
| Avg. Down Month | -7.02% | -8.96% |
| Win Days % | 53.4% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |